Imagine Omega, a perfectly honest being which is also known to be a historically very accurate predictor of people's actions in this situation, sets up two boxes containing things, and gives you a choice between taking box A and B and box B alone.
Box A contains $10000, an amount of money. It's transparent, so you can see that it contains this. Box B is opaque, but you are told (by Omega, who is perfectly honest) that it contains $1000000, a larger amount of money, iff it predicted that you would take only box B.